Taylor Allen gave the visitors the lead from the penalty spot before Alfie Chang made it 2-0.
Spireites did have chances to cut the gap with Tom Naylor and Aribim Pepple forcing good saves from Tommy Simkin and Ash Palmer's header hitting the bar.
Chesterfield assistant manager Danny Webb said: "They played their style better than we played ours. We weren't quite on it. I'm disappointed that we didn't give something for the crowd to get excited about but it would have felt a lot worse if they had gone and got a third.
"At 2-0 at half-time in front of 9-10,000 people we could have buckled and the players didn't. They stuck with it.”
Walsall boss Mat Sadler said: "I thought we played well. We started a bit edgy but we grew into the game. There were some really good performances so I have to be pleased with that, but it's nothing yet because there's half of the game to go.”
Photographer Brian Eyre and Tina Jenner captured some of the fans who watched on. Take a look and see who you know.
See our website each day for full build-up to Friday’s second leg.

1. Spireites 0 Walsall 2
Chesterfield will head to Walsall on Friday trailing by two goals after defeat in the first leg of the semi-finals. Photo: Brian Eyre

2. Spireites 0 Walsall 2
Chesterfield will head to Walsall on Friday trailing by two goals after defeat in the first leg of the semi-finals. Photo: Brian Eyre

3. Spireites 0 Walsall 2
Chesterfield will head to Walsall on Friday trailing by two goals after defeat in the first leg of the semi-finals. Photo: Brian Eyre

4. Spireites 0 Walsall 2
Chesterfield will head to Walsall on Friday trailing by two goals after defeat in the first leg of the semi-finals. Photo: Brian Eyre